+17.3%
PCG vs SMR
-49.5%
+66.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +16.2% | -18.2% | -2.4% |
| 7D | -1.6% | -9.6% | +8.0% | -1.4% |
| 30D | +1.4% | -33.8% | +35.2% | +2.5% |
| 3M | -23.4% | -46.4% | +23.0% | -22.2% |
| 6M | -19.4% | -62.4% | +43.1% | -17.5% |
| YTD | -18.5% | -64.1% | +45.7% | -17.1% |
| 1Y | -19.5% | -84.3% | +64.8% | -15.9% |
| 3Y | -21.0% | +55.8% | -76.8% | -32.2% |
| All | +17.3% | -49.5% | +66.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling